The book Non-violent Communication is a great way to “do no harm” in challenging conversations.
As for practicing empathy and compassion I think real world experience is key. Check out anything to do with “authentic relating”. Here’s a group that offers online and in person classes: https://authenticrelating.co/
But empathy and compassion has to be there naturally (which I’m sure it is as it sounds like you’re empathizing with your friend’s situation that they don’t feel safe sharing with you).
The tools above will just help you feel into what’s already there.
As for practicing empathy and compassion I think real world experience is key. Check out anything to do with “authentic relating”. Here’s a group that offers online and in person classes: https://authenticrelating.co/
But empathy and compassion has to be there naturally (which I’m sure it is as it sounds like you’re empathizing with your friend’s situation that they don’t feel safe sharing with you).
The tools above will just help you feel into what’s already there.